Stochastic Analysis

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Differential Calculus on Gaussian Probability Spaces

    1. Front Matter
      Pages 1-2
    2. Paul Malliavin
      Pages 3-27
    3. Paul Malliavin
      Pages 63-83
  3. Quasi-Sure Analysis

  4. Stochastic Integrals

    1. Front Matter
      Pages 147-148
    2. Paul Malliavin
      Pages 173-198
  5. Stochastic Differential Equations

    1. Front Matter
      Pages 201-202
    2. Paul Malliavin
      Pages 237-251
  6. Stochastic Analysis in Infinite Dimensions

    1. Front Matter
      Pages 257-258
    2. Paul Malliavin
      Pages 259-271
    3. Paul Malliavin
      Pages 273-298
  7. Back Matter
    Pages 301-346

About this book

Introduction

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.

Keywords

CON_D031 Infinite dimension Loop space analysis Malliavin calculus Sobolev space YellowSale2006 anticipative stochastic integral as divergence operature quasi sure analysis stochastic analysis stochastic analysis on path space stochastic calculus of variation stochastic differential equations

Authors and affiliations

  • Paul Malliavin
    • 1
  1. 1.ParisFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-15074-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-15073-9
  • Online ISBN 978-3-642-15074-6
  • Series Print ISSN 0072-7830
  • Series Online ISSN 2196-9701